Table 1. Improved chain convergence using Hessian-guided MCMC searches.
Fraction of parameters that convergeda | ||||||
---|---|---|---|---|---|---|
MCMC stepsb | 1 150 000 | 1 000 000 | 750 000 | 500 000 | 100 000 | 50 000 |
Hessian guidedc | 78/78 | 77/78 | 73/78 | 70/78 | 40/78 | 21/78 |
Non-guidedd | 65/78 | 62/78 | 55/78 | 50/78 | 24/78 | 12/78 |
aAverage number of parameters for which convergence was achieved for a series of 10 MCMC walks after the indicated number of steps.
bNumber of MCMC steps in a chain.
cMCMC chains guided by the Hessian.
dMCMC chains not guided by the Hessian.